Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-07-27 0.815176 0.945095 1.100692 1.304342 1.569479 1.911498 2.401396
2025-08-03 0.702732 0.870788 1.094649 1.427812 1.937409 2.741527 4.249582
2025-08-10 0.593037 0.766534 1.014322 1.417843 2.115764 3.423254 6.635150
2025-08-17 0.500753 0.664915 0.910273 1.335183 2.138768 3.864398 9.309931
2025-08-24 0.443452 0.602810 0.850775 1.305152 2.241947 4.563003 14.542201
2025-08-31 0.424246 0.593959 0.872000 1.421269 2.700702 6.669709 38.997443
2025-09-07 0.388891 0.553911 0.832654 1.409377 2.864071 8.181336 94.118362
2025-09-14 0.356305 0.514042 0.786684 1.371274 2.943273 9.580604 288.774073
2025-09-21 0.332154 0.485362 0.756382 1.359214 3.095022 11.770392 6847.974865
2025-09-28 0.308510 0.455008 0.718583 1.321108 3.150048 13.689652 NaN
2025-10-05 0.304378 0.457945 0.744604 1.441135 3.834405 24.188692 NaN
2025-10-12 0.309794 0.478366 0.808807 1.682624 5.306054 76.175916 NaN
2025-10-19 0.295794 0.462877 0.798855 1.728991 6.039002 189.274902 NaN
2025-10-26 0.281520 0.445503 0.782458 1.753272 6.739057 732.795277 NaN
2025-11-02 0.261885 0.416047 0.735228 1.667963 6.644089 1596.118354 NaN
2025-11-09 0.241129 0.382950 0.676398 1.532930 6.088008 1350.165500 NaN
2025-11-16 0.227412 0.362721 0.645052 1.482292 6.132577 6346.686080 NaN
2025-11-23 0.225394 0.365288 0.666498 1.615595 7.910582 NaN NaN
2025-11-30 0.215457 0.351127 0.646474 1.597608 8.353215 NaN NaN
2025-12-07 0.204944 0.335067 0.620159 1.550090 8.434922 NaN NaN
2025-12-14 0.196824 0.323370 0.603349 1.534829 8.902269 NaN NaN
2025-12-21 0.187944 0.309554 0.579967 1.488869 8.935501 NaN NaN
2025-12-28 0.187796 0.313806 0.602296 1.632602 12.205065 NaN NaN